Total fit trials : 0M
Time spent on simulation: 0 minutes
Portfolios amount: 0.05M
Date range from 2018-08-02 to 2021-10-27
My current portfolio
| AAPL | AMD | PLZL.ME | NVTA | ACMR | POLY.ME | FATE | FRHC | SONO | NOK | TAL | Return | Risk | SharpeRatio |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0.61 | 0 | 0.27 | 0 | 0 | 0 | 0 | 0 | 0.15 | 0.16 | 0.27 | 0.53 | 0.51 |
Minimum Variance Portfolio Weights
| SONO | TAL | NVTA | FATE | ACMR | AMD | NOK | FRHC | AAPL | PLZL.ME | POLY.ME | Return | Risk | SharpeRatio |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0.02 | 0.02 | 0.03 | 0.03 | 0.04 | 0.07 | 0.07 | 0.15 | 0.16 | 0.16 | 0.24 | 0.4 | 0.23 | 1.79 |
Tangency Portfolio Weights
| TAL | SONO | NVTA | FATE | ACMR | NOK | AAPL | AMD | POLY.ME | PLZL.ME | FRHC | Return | Risk | SharpeRatio |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0.01 | 0.03 | 0.03 | 0.05 | 0.05 | 0.09 | 0.09 | 0.18 | 0.23 | 0.23 | 0.51 | 0.23 | 2.23 |
Portfolio Sharpie ratio fit
| AAPL | AMD | PLZL.ME | NVTA | ACMR | POLY.ME | FATE | FRHC | SONO | NOK | TAL | Return | Risk | SharpeRatio |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0.12 | 0.13 | 0.17 | 0.01 | 0.01 | 0.15 | 0.03 | 0.26 | 0.05 | 0.06 | 0.01 | 0.51 | 0.23 | 2.22 |
## Warning: Removed 1 rows containing missing values (geom_text).
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